Baxter International Inc

10-Year Study

BAX.US · Healthcare · US · Common Stock

Executive Summary: Baxter International Inc has compounded at -6.9% annually over the last 10 years, with a maximum drawdown of 79.0% and an annualized volatility of 35.2%.

1Y CAGR
-42.8%
3Y CAGR
-22.4%
5Y CAGR
-24.9%
10Y CAGR
-6.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
79.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +47.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.01.5-17.58.0————————-5.1%
202511.76.5-0.8-8.9-1.6-0.7-28.114.3-7.8-18.91.52.0-33.3%
20240.16.54.4-5.5-14.8-1.97.16.70.1-6.0-5.1-13.5-22.4%
2023-10.4-11.91.517.6-14.612.7-0.7-9.6-7.0-14.112.17.2-21.9%
2022-0.5-0.2-8.7-8.47.0-15.2-8.7-2.0-5.80.94.0-9.4-39.6%
2021-4.21.48.61.6-4.2-1.6-3.9-1.55.9-1.8-5.615.58.5%
20206.7-6.2-2.79.31.4-4.10.31.1-7.6-3.5-1.95.8-2.9%
201910.13.48.8-6.2-3.711.82.55.0-0.5-12.36.92.328.4%
201811.4-5.9-3.86.92.24.2-1.92.93.7-18.910.0-4.02.9%
20178.16.32.17.46.82.1-0.12.81.12.71.9-1.447.3%
2016———7.6-2.45.16.2-2.41.9-0.0-6.5-0.18.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.2%. The dominant macroeconomic risk driver is VTV.US, accounting for 40.4% of variance. Idiosyncratic stock-specific factors contribute 38.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110764.360276082367
2016-05-0110506.33164109292
2016-06-0111041.041583480694
2016-07-0111724.687696081228
2016-08-0111441.446580343392
2016-09-0111654.440705036792
2016-10-0111652.016428041756
2016-11-0110895.271233814388
2016-12-0110887.884319205978
2017-01-0111764.531401517313
2017-02-0112503.650675945468
2017-03-0112767.069762135645
2017-04-0113707.489589869376
2017-05-0114640.579544806345
2017-06-0114944.213108208318
2017-07-0114929.410758085678
2017-08-0115354.486338486113
2017-09-0115530.203639267584
2017-10-0115955.906679596146
2017-11-0116258.142718612744
2017-12-0116037.333865723578
2018-01-0117870.82881752325
2018-02-0116818.863727111973
2018-03-0116174.776110889285
2018-04-0117283.925617477613
2018-05-0117663.8526039587
2018-06-0118411.89892190976
2018-07-0118065.31287433689
2018-08-0118591.80879584736
2018-09-0119271.80423250243
2018-10-0115626.918030916664
2018-11-0117184.87251155097
2018-12-0116500.48485539901
2019-01-0118172.60852204666
2019-02-0118781.67246591752
2019-03-0120435.428669214536
2019-04-0119176.25919799213
2019-05-0118457.475329416462
2019-06-0120642.690091837314
2019-07-0121164.42302207518
2019-08-0122223.803548000687
2019-09-0122102.53265643717
2019-10-0119381.096343619873
2019-11-0120712.73743654099
2019-12-0121186.241515030513
2020-01-0122605.071017055507
2020-02-0121201.813929610405
2020-03-0120622.696936854714
2020-04-0122550.596086931724
2020-05-0122863.01408932748
2020-06-0121930.43751069534
2020-07-0122001.768296161084
2020-08-0122241.971365010555
2020-09-0120543.23769322914
2020-10-0119815.213051166505
2020-11-0119432.034681421483
2020-12-0120564.59985169129
2021-01-0119690.633734527408
2021-02-0119974.644914722492
2021-03-0121684.416177057785
2021-04-0122031.515600935487
2021-05-0121113.655809708514
2021-06-0120768.381723803548
2021-07-0119955.707033255378
2021-08-0119664.19485482859
2021-09-0120825.480577263137
2021-10-0120444.840568136446
2021-11-0119308.168387427988
2021-12-0122309.48034909589
2022-01-0122205.521647367525
2022-02-0122155.72414579887
2022-03-0120218.356054988308
2022-04-0118528.720552164737
2022-05-0119829.844275854204
2022-06-0116813.273629570474
2022-07-0115355.256402943358
2022-08-0115041.127146198165
2022-09-0114170.269807769097
2022-10-0114299.184302093438
2022-11-0114872.73971821345
2022-12-0113479.09417603103
2023-01-0112082.767668701159
2023-02-0110640.066168501511
2023-03-0110802.549768980665
2023-04-0112698.847755404715
2023-05-0110845.160002281673
2023-06-0112221.236666476527
2023-07-0112132.736295704752
2023-08-0110966.51645656266
2023-09-0110193.999201414636
2023-10-018759.711368433062
2023-11-019823.883406536992
2023-12-0110526.381837887173
2024-01-0110534.538816952827
2024-02-0111220.010267526097
2024-03-0111719.040556728081
2024-04-0111069.220238434771
2024-05-019429.06850721579
2024-06-019252.039244766414
2024-07-019907.563744224519
2024-08-0110574.325480577263
2024-09-0110582.682105983686
2024-10-019950.002852090582
2024-11-019443.557127374366
2024-12-018168.929325195369
2025-01-019121.413496092637
2025-02-019714.733899948662
2025-03-019635.902116251214
2025-04-018774.513718555701
2025-05-018633.706006502767
2025-06-018571.41634818322
2025-07-016159.660030802579
2025-08-017038.0754092749985
2025-09-016490.787747418858
2025-10-015265.01625691632
2025-11-015344.817751411784
2025-12-015450.34510296047
2026-01-015724.145798870572
2026-02-015809.70851634248
2026-03-014791.512178426788
2026-04-015173.692316467972
Annual Return Matrix
YearAnnual Return
20170.47295226469609775
20180.028879550276453392
20190.28397690738756176
2020-0.029341762336571264
20210.08484874541631782
2022-0.39581317157047624
2023-0.21905866222037895
2024-0.2239565834679037
2025-0.3327956595058289
2026-0.05075876504447929
Total Factor Risk
0.35193656671089707
VTI.US Exposure
0.0022465228321489673
VEA.US Exposure
-0.0413794530008348
VWO.US Exposure
0.04415375949638482
QQQ.US Exposure
0.044715764903865314
VTV.US Exposure
0.40383688065156703
IJR.US Exposure
0.0013763517449008036
QUAL.US Exposure
-0.006061253185646258
SHV.US Exposure
0.004989905434488365
TLT.US Exposure
0.03370949772905132
LQD.US Exposure
-0.013975808684592712
HYG.US Exposure
0.056470148960973424
GLD.US Exposure
-0.001471271798871963
USO.US Exposure
0.007352476968021914
VNQ.US Exposure
0.030870476255654842
BTC-USD.CC Exposure
0.0002572036157485967
CPER.US Exposure
0.013669555113745827
VIX.INDX Exposure
0.012353328241915578
UUP.US Exposure
0.010314411260209983
TIP.US Exposure
0.016805807286188083
Idiosyncratic Exposure
0.3797656961750808
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.10%
Market Cap$8.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.850.03%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-14.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
42.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Baxter International Inc a high-risk investment?

Baxter International Inc (BAX.US) has an annualized volatility of 35.2% and experienced a maximum drawdown of 79.0% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of BAX.US?

Over the past 10 years, BAX.US has generated a Compound Annual Growth Rate (CAGR) of -6.9%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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